IDUS.L vs. SWDA.L

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).

IDUS.L and SWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDUS.L is a passively managed fund by iShares that tracks the performance of the S&P 500. It was launched on Mar 15, 2002. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both IDUS.L and SWDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IDUS.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

IDUS.L vs. SWDA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDUS.L iShares Core S&P 500 UCITS ETF USD Distributing	-6.36%	17.36%	25.31%	26.75%	-18.68%	29.32%	17.63%	30.58%	-5.51%	21.54%
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc)	-4.80%	21.14%	19.09%	23.79%	-18.13%	22.52%	15.68%	27.97%	-9.23%	22.42%

Different Trading Currencies

IDUS.L is traded in USD, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDUS.L achieves a -6.36% return, which is significantly lower than SWDA.L's -5.47% return. Over the past 10 years, IDUS.L has outperformed SWDA.L with an annualized return of 13.59%, while SWDA.L has yielded a comparatively lower 11.76% annualized return.

IDUS.L

• 1D: 0.55%
• 1M: -6.30%
• YTD: -6.36%
• 6M: -2.77%
• 1Y: 17.16%
• 3Y*: 17.72%
• 5Y*: 11.27%
• 10Y*: 13.59%

SWDA.L

• 1D: 0.00%
• 1M: -7.83%
• YTD: -5.47%
• 6M: -1.48%
• 1Y: 18.00%
• 3Y*: 16.51%
• 5Y*: 9.81%
• 10Y*: 11.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDUS.L vs. SWDA.L - Expense Ratio Comparison

IDUS.L has a 0.07% expense ratio, which is lower than SWDA.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

SWDA.L

iShares Core MSCI World UCITS ETF USD (Acc)

IDUS.L

iShares Core S&P 500 UCITS ETF USD Distributing

Return for Risk

IDUS.L vs. SWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDUS.L

IDUS.L Risk / Return Rank: 58
IDUS.L Sharpe Ratio Rank: 59
IDUS.L Sortino Ratio Rank: 59
IDUS.L Omega Ratio Rank: 60
IDUS.L Calmar Ratio Rank: 49
IDUS.L Martin Ratio Rank: 62

SWDA.L

SWDA.L Risk / Return Rank: 66
SWDA.L Sharpe Ratio Rank: 68
SWDA.L Sortino Ratio Rank: 66
SWDA.L Omega Ratio Rank: 68
SWDA.L Calmar Ratio Rank: 61
SWDA.L Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDUS.L vs. SWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	IDUS.L	SWDA.L	Difference
Sharpe ratio Return per unit of total volatility	1.07	1.17	-0.10
Sortino ratio Return per unit of downside risk	1.56	1.66	-0.10
Omega ratio Gain probability vs. loss probability	1.23	1.24	-0.01
Calmar ratio Return relative to maximum drawdown	1.31	1.40	-0.09
Martin ratio Return relative to average drawdown	6.26	6.74	-0.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDUS.L vs. SWDA.L - Sharpe Ratio Comparison

The current IDUS.L Sharpe Ratio is 1.07, which is comparable to the SWDA.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IDUS.L and SWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IDUS.L	SWDA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	1.17	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.64	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.75	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.67	-0.10

Correlation

The correlation between IDUS.L and SWDA.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IDUS.L vs. SWDA.L - Dividend Comparison

IDUS.L's dividend yield for the trailing twelve months is around 1.01%, while SWDA.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDUS.L iShares Core S&P 500 UCITS ETF USD Distributing	1.01%	0.92%	1.02%	1.22%	1.44%	1.03%	1.32%	1.49%	1.74%	1.44%	1.42%	1.55%
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IDUS.L vs. SWDA.L - Drawdown Comparison

The maximum IDUS.L drawdown since its inception was -55.48%, which is greater than SWDA.L's maximum drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for IDUS.L and SWDA.L.

Drawdown Indicators

	IDUS.L	SWDA.L	Difference
Max Drawdown Largest peak-to-trough decline	-55.48%	-25.58%	-29.90%
Max Drawdown (1Y) Largest decline over 1 year	-11.83%	-10.26%	-1.57%
Max Drawdown (5Y) Largest decline over 5 years	-24.38%	-18.50%	-5.88%
Max Drawdown (10Y) Largest decline over 10 years	-33.83%	-25.58%	-8.25%
Current Drawdown Current decline from peak	-7.67%	-5.44%	-2.23%
Average Drawdown Average peak-to-trough decline	-8.18%	-3.52%	-4.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	2.37%	+0.10%

Volatility

IDUS.L vs. SWDA.L - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) is 4.09%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 4.42%. This indicates that IDUS.L experiences smaller price fluctuations and is considered to be less risky than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDUS.L	SWDA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.09%	4.42%	-0.33%
Volatility (6M) Calculated over the trailing 6-month period	8.32%	8.44%	-0.12%
Volatility (1Y) Calculated over the trailing 1-year period	16.02%	15.36%	+0.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.95%	15.30%	+0.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.27%	15.70%	+0.57%